Lorenzo Giorgianni

International Monetary Fund (IMF)

Economist

700 19th Street NW

Asia and Pacific Department

Washington, DC 20431

United States

SCHOLARLY PAPERS

8

DOWNLOADS

1,112

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (8)

Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk

Journal of Business and Economic Statistics
Number of pages: 33 Posted: 26 Oct 1999
Peter Christoffersen and Lorenzo Giorgianni
University of Toronto - Rotman School of Management and International Monetary Fund (IMF)
Downloads 430 (84,880)

Abstract:

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Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk

IMF Working Paper No. 99/16
Number of pages: 30 Posted: 10 Feb 2006
Peter Christoffersen and Lorenzo Giorgianni
University of Toronto - Rotman School of Management and International Monetary Fund (IMF)
Downloads 133 (269,994)

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Time-varying Parameters, Cointegration, Exchange Rates

2.

Excess Volatility of Exchange Rates with Unobservable Fundamentals

FRB of New York Staff Report No. 103
Number of pages: 27 Posted: 25 Jul 2000
Leonardo Bartolini and Lorenzo Giorgianni
Deceased and International Monetary Fund (IMF)
Downloads 148 (247,266)

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Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals

IMF Working Paper No. 99/71
Number of pages: 20 Posted: 13 Feb 2006
Leonardo Bartolini and Lorenzo Giorgianni
Deceased and International Monetary Fund (IMF)
Downloads 69 (415,598)

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Exchange Rate Volatility, Survey-based Exchange Rate Expectations

Excess Volatility and the Asset-Pricing Exchange Rate Model With Unobservable Fundamentals

IMF Working Paper No. 99/71
Number of pages: 20 Posted: 17 Aug 2007
Lorenzo Giorgianni and Leonardo Bartolini
International Monetary Fund (IMF) and Deceased
Downloads 42 (524,519)

Abstract:

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Exchange rates, Economic models

4.

Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk

IMF Working Paper No. 99/16
Number of pages: 30 Posted: 17 Aug 2007
Lorenzo Giorgianni and Peter Christoffersen
International Monetary Fund (IMF) and University of Toronto - Rotman School of Management
Downloads 91 (349,536)

Abstract:

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Interest rates, Exchange rates, Economic models

Foreign Exchange Risk Premium: Does Fiscal Policy Matter?: Evidence from Italian Data

IMF Working Paper No. 97/39
Number of pages: 39 Posted: 15 Feb 2006
Lorenzo Giorgianni
International Monetary Fund (IMF)
Downloads 75 (396,539)
Citation 1

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Risk Premium, Fiscal Policy, Survey Data, Italy

Foreign Exchange Risk Premium: Does Fiscal Policy Matter? Evidence from Italian Data

IMF Working Paper No. 97/39
Posted: 17 Sep 1998
Lorenzo Giorgianni
International Monetary Fund (IMF)

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6.

Long-Horizon Exchange Rate Predictability?

IMF Working Paper No. 97/6
Number of pages: 21 Posted: 15 Feb 2006
Lorenzo Giorgianni
International Monetary Fund (IMF)
Downloads 64 (427,073)

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7.

Determinants of Korean Trade Flows and Their Geographical Destination

IMF Working Paper No. 97/54
Number of pages: 47 Posted: 15 Feb 2006
International Monetary Fund (IMF) and National Bureau of Economic Research (NBER)Senior Fellow
Downloads 60 (441,025)

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Korea, trade elasticities, direction of exports

8.

Long-Horizon Exchange Rate Predictability

Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series 96-39
Posted: 17 Oct 1996
Jeremy Berkowitz and Lorenzo Giorgianni
University of Houston - Department of Finance and International Monetary Fund (IMF)

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